The affiliate keys are AWS keys and require an account at aws.amazon.com, but the thing is that you need to have the account registered under the same email address as the affiliates account so that Amazon can link them. Otherwise you will get the error message you mentioned.

Unless Amazon have changed the process for registering them, in which case we will change the documentation. But I think that what I am saying is correct.

I checked into this, and actually the process has changed. It used to be the case that you had to create an account at aws.com, now they have changed to a separate API which you can sign up to once you have signed up as an affiliate. I am glad they have changed, the old system was a bit of a nightmare.

If you already have an AWS account then you can still use it for the Product Advertising API, but I think that you do need to have the same email address for both accounts so that they can link them. Or you can migrate to the new product advertising API, the documentation explains how.